+1,107.4%
DIA vs DRI
+5,604.9%
-4,497.5%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.5% | +0.7% | +1.8% |
| 7D | +0.8% | +3.1% | -2.3% | 0.0% |
| 30D | +1.4% | +16.2% | -14.8% | -2.5% |
| 3M | -2.7% | +8.4% | -11.1% | -4.9% |
| 6M | +6.2% | +19.0% | -12.8% | +1.0% |
| YTD | +10.1% | +28.8% | -18.7% | +2.2% |
| 1Y | +13.0% | +33.1% | -20.1% | +3.9% |
| 3Y | +61.9% | +70.8% | -8.9% | +37.7% |
| 5Y | +57.1% | +74.2% | -17.2% | +31.4% |
| 10Y | +240.9% | +345.5% | -104.6% | +107.7% |
| All | +1,107.4% | +5,604.9% | -4,497.5% | +289.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded DRI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling